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Market book saver

Saving data from the order book.

Data replay utility:

Perhaps, then a library will appear for using the saved data in the strategy tester, depending on the interest in this development. Now there are developments of this kind using shared memory, when only one copy of the data is in RAM. This not only solves the memory issue, but gives faster initialization on each pass of the agent. It is impossible to lay out this in merket, therefore only a simpler version of the library is possible.

Key features:
  • Simultaneous storage of up to 16 instruments
  • Data compression
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